+245.6%
CRH vs TEL
+316.2%
-70.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -1.4% |
| 7D | -6.1% | +1.6% | -7.6% | -7.0% |
| 30D | -9.3% | -0.7% | -8.6% | -9.2% |
| 3M | -15.2% | +2.4% | -17.6% | -17.2% |
| 6M | -14.2% | +4.1% | -18.3% | -17.8% |
| YTD | -28.3% | -5.8% | -22.4% | -27.2% |
| 1Y | -21.8% | +0.9% | -22.7% | -25.0% |
| 3Y | +71.6% | +72.6% | -1.0% | +9.9% |
| 5Y | +96.6% | +57.5% | +39.1% | +32.0% |
| All | +245.6% | +316.2% | -70.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling